Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-22 58.563924 65.445183 73.310922 83.085058 95.076182 109.545112 128.710595
2024-12-29 50.664142 59.797892 71.237944 87.074864 109.245340 140.632330 191.637048
2025-01-05 44.524951 54.244427 67.101237 86.162303 115.364908 161.969862 252.106359
2025-01-12 39.822392 49.573783 62.970883 83.841296 118.087369 178.361489 314.989282
2025-01-19 35.656555 45.020828 58.214221 79.475124 116.104804 185.490514 364.795013
2025-01-26 34.890156 45.050755 59.956093 85.358060 132.961153 236.220388 587.720098
2025-02-02 34.336498 45.270673 61.936642 91.945721 153.316781 308.680277 1089.323743
2025-02-09 32.970771 44.104676 61.538929 94.212881 165.646100 371.426849 1951.771298
2025-02-16 31.316527 42.328805 59.912269 93.856397 171.973396 422.452263 3500.589303
2025-02-23 29.935427 40.857153 58.620227 93.902678 179.350366 486.523325 8375.044572
2025-03-02 28.314595 38.879306 56.261097 91.417862 179.447581 522.085202 20999.214461
2025-03-09 26.951964 37.226634 54.323075 89.528871 180.704086 566.964751 190061.743744
2025-03-16 25.095507 34.748736 50.888190 84.379375 172.393537 559.814401 NaN
2025-03-23 24.683681 34.627369 51.678211 88.549171 193.625883 776.251408 NaN
2025-03-30 23.645746 33.383382 50.290216 87.615108 198.591366 903.526505 NaN
2025-04-06 22.527816 31.934465 48.397372 85.232862 197.870741 986.253999 NaN
2025-04-13 21.251208 30.150202 45.750504 80.753970 188.426754 958.294643 NaN
2025-04-20 21.281763 30.601822 47.380837 86.789605 220.761778 1666.871634 NaN
2025-04-27 21.332604 31.087686 49.127056 93.555675 262.342246 3714.306967 NaN
2025-05-04 20.930336 30.740596 49.171275 95.886008 286.467210 7464.429925 NaN
2025-05-11 20.315149 29.973960 48.290162 95.519531 296.921428 13387.562925 NaN
2025-05-18 19.777028 29.319022 47.590609 95.567108 310.239075 35452.531278 NaN
2025-05-25 19.061349 28.305663 46.068539 93.013238 306.798598 59691.033320 NaN